This message is used to request the cancellation of the remaining quantity of an existing order. The Order Cancel/Replace Request <35=G> should be used to reduce an order's quantity.
The request will only be accepted if the order can be successfully pulled from the exchange without executing.
Each request is assigned a ClOrdID (11) and is treated as a separate entity. The ClOrdID (11) assigned to the request must be unique amongst the ClOrdID (11) assigned to regular orders and replacement orders.
If rejected, the ClOrdID (11) of the request will be sent in the Order Cancel Reject <35=9> message, as well as the ClOrdID (11) of the actual order in the OrigClOrdID (41) field.
An immediate response to this message is required. It is recommended that an Execution Report <35=8> with ExecType (150) = "Pending Cancel" be sent unless the request can be immediately accepted or rejected.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| 41 | String | ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing
an order
| ||
| 37 | String | Unique identifier of most recent order as assigned by broker
| ||
| 11 | String | Unique ID of cancel request as assigned by the institution
| ||
| 66 | String | Required for List Orders
| ||
| 1 | String | |||
| 109 | String | Used for firm identification in third-party transactions (should not be a substitute for
OnBehalfOfCompID/DeliverToCompID)
| ||
| 76 | String | Used for firm identification in third-party transactions (should not be a substitute for
OnBehalfOfCompID/DeliverToCompID)
| ||
| 55 | String | |||
| 65 | String | |||
| 48 | String | |||
| 22 | String Enum | |||
| 167 | String Enum | Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and
MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear,
PutOrCall, and StrikePrice are required
| ||
| 200 | MonthYear | Specifies the month and year of maturity. Required if MaturityDay is specified
| ||
| 205 | DayOfMonth | Can be used in conjunction with MaturityMonthYear to specify a particular maturity date
| ||
| 201 | Int Enum | For Options
| ||
| 202 | Price | For Options
| ||
| 206 | Char | For Options
| ||
| 231 | Float | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be
expressed in the "nominal" (e.g. contracts vs. shares) amount
| ||
| 223 | Float | For Fixed Income
| ||
| 207 | Exchange | Can be used to identify the security
| ||
| 106 | String | |||
| 348 | Int | Must be set if EncodedIssuer field is specified and must immediately precede it
| ||
| 349 | Data | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format
specified via the MessageEncoding field
| ||
| 107 | String | |||
| 350 | Int | Must be set if EncodedSecurityDesc field is specified and must immediately precede it
| ||
| 351 | Data | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded
format specified via the MessageEncoding field
| ||
| 54 | Char Enum | |||
| 60 | UTCTimestamp | Time this order request was initiated/released by the trader or trading system
| ||
| 38 | Quantity | Either CashOrderQty or OrderQty is required. OrderQty = CumQty + LeavesQty (see exceptions
above)
| ||
| 152 | Quantity | Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity"
for the order. Broker is responsible for converting and calculating OrderQty in shares for
subsequent messages
| ||
| 376 | String | |||
| 377 | Boolean Enum | |||
| 58 | String | |||
| 354 | Int | Must be set if EncodedText field is specified and must immediately precede it
| ||
| 355 | Data | Encoded (non-ASCII characters) representation of the Text field in the encoded format
specified via the MessageEncoding field
| ||
| Component |